Criteria for the Unique Determination of Probability Distributions by Moments

淡江大學機構典藏 > 商管學院 > 統計學系暨研究所 > 期刊論文 > Item 987654321/20585

jsp.display-item.identifier=請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/20585

题名:	Criteria for the Unique Determination of Probability Distributions by Moments
作者:	Pakes, Anthony G.;Hung, Wen-liang;Wu, Jong-wuu
贡献者:	淡江大學統計學系
关键词:	Carleman and Krein conditions;moment problem
日期:	2001-03
上传时间:	2009-11-30 12:52:45 (UTC+8)
出版者:	Wiley-Blackwell
摘要:	A positive probability law has a density function of the general form Q(x) exp(−x1/λL(x)), where Q is subject to growth restrictions, and L is slowly varying at infinity. This law is determined by its moment sequence when λ < 2, and not determined when λ > 2. It is still determined when λ = 2 and L(x) does not tend to zero too quickly. This paper explores the consequences for the induced power and doubled laws, and for mixtures. The proofs couple the Carleman and Krein criteria with elementary comparison arguments.
關聯:	Australian & New Zealand Journal of Statistics 43(1), pp.101-111
显示于类别:	[統計學系暨研究所] 期刊論文

文件中的档案:

档案	描述	大小	格式	浏览次数
Criteria for the Unique Determination of Probability Distributions by Moments.pdf		105Kb	Adobe PDF	1	检视/开启
index.html		0Kb	HTML	117	检视/开启

在機構典藏中所有的数据项都受到原著作权保护.

TAIR相关文章